21 citations · 31 across the 7 of their papers we have counts for
3 papers · 1 filter
A Language Model-Guided Framework for Mining Time Series with Distributional Shifts
Haibei Zhu, Yousef El-Laham, Elizabeth Fons +1
Effective utilization of time series data is often constrained by the scarcity of data quantity that reflects complex dynamics, especially under the condition of distributional shi…
Once Burned, Twice Shy? The Effect of Stock Market Bubbles on Traders that Learn by Experience
Haibei Zhu, Svitlana Vyetrenko, Serafin Grundl +3
We study how experience with asset price bubbles changes the trading strategies of reinforcement learning (RL) traders and ask whether the change in trading strategies helps to pre…
A Model-Based Synthetic Stock Price Time Series Generation Framework
Haibei Zhu, Svitlana Vyetrenko, Tucker Balch
The Ornstein-Uhlenbeck (OU) process, a mean-reverting stochastic process, has been widely applied as a time series model in various domains. This paper describes the design and imp…